+9,159.5%
LMT vs VRTX
+11,869.8%
-2,710.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -6.3% | +0.8% | -7.1% | -6.3% |
| 30D | -8.5% | +12.6% | -21.1% | -9.2% |
| 3M | +1.8% | +23.6% | -21.8% | +0.4% |
| 6M | -19.9% | +14.3% | -34.2% | -20.7% |
| YTD | +10.6% | +20.5% | -9.9% | +9.0% |
| 1Y | +17.9% | +37.6% | -19.6% | +15.2% |
| 3Y | +27.0% | +55.5% | -28.6% | +22.3% |
| 5Y | +68.7% | +175.7% | -107.1% | +56.0% |
| 10Y | +181.1% | +474.2% | -293.1% | +146.8% |
| All | +9,159.5% | +11,869.8% | -2,710.3% | +6,615.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling